+509.8%
IYR vs IEF
+128.5%
+381.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -1.1% |
| 30D | -2.4% | -0.6% | -1.8% | -2.6% |
| 3M | -2.0% | -1.0% | -1.0% | -2.5% |
| 6M | +2.5% | -3.1% | +5.5% | +0.8% |
| YTD | +8.3% | -1.9% | +10.2% | +7.2% |
| 1Y | +6.5% | -1.4% | +7.8% | +5.6% |
| 3Y | +29.3% | +9.8% | +19.5% | +35.5% |
| 5Y | +5.7% | -8.8% | +14.5% | -6.8% |
| 10Y | +69.2% | +4.7% | +64.6% | +69.8% |
| All | +509.8% | +128.5% | +381.3% | +1,108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling